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Interbank Swap

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Date Volume (USD mil)
Overnight 1 wk 2 wk 1 mth 2 mth 3 mth 6 mth 9 mth 12 mth >1 year
1 Oct 2019 1,711.42 50.00 105.62 78.96 3.80 222.93 1.43 40.00 0.00 6.47
2 Oct 2019 2,494.76 229.03 17.07 9.74 0.29 102.50 6.71 0.00 0.00 3.00
3 Oct 2019 2,388.64 5.07 30.95 265.28 0.12 187.56 0.00 40.00 0.00 4.32
4 Oct 2019 1,321.00 190.15 0.02 117.17 210.30 670.07 215.00 0.00 0.00 100.00
7 Oct 2019 2,064.27 205.05 0.15 130.31 0.00 67.65 325.30 0.00 0.00 50.00
8 Oct 2019 3,437.12 250.06 70.78 10.32 57.15 250.61 140.00 0.00 0.00 30.50
9 Oct 2019 2,350.78 25.22 0.34 30.00 101.47 101.74 20.00 0.00 0.00 24.00
10 Oct 2019 2,190.51 30.00 570.00 267.63 200.04 120.57 120.00 0.00 0.00 73.00
11 Oct 2019 592.80 245.00 125.20 60.07 0.57 177.51 0.03 0.00 0.00 2.26
14 Oct 2019 901.37 100.08 0.03 154.63 0.72 30.04 111.02 0.00 0.00 25.00
15 Oct 2019 1,732.90 60.00 0.00 22.64 160.47 101.35 6.14 1.83 0.59 0.00
16 Oct 2019 2,402.58 0.00 35.65 1.56 50.00 50.44 40.44 83.30 0.00 6.00
17 Oct 2019 2,420.27 100.05 1.73 134.74 139.58 130.07 268.98 26.88 1.74 15.88